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Trade: LDO/USDT/120/DCM/WMA/1820

Strategy
LDO/USDT/120/DCM/WMA/1820
Pair
LDO_USDT
Interval
2h
Score
479073
Daily Profit
0.280089
Profit Factor
1.461890
Profitability
70.621469
Streak
17.698028
Best Strategy
Training Data Length
1234.250000
Evaluation Time
2025-09-27 01:45
Expiration Time
2025-11-08 02:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 126956.0801 251932.937 -124976.8569 3056855.2191 1469571.6012 1587283.6179
Total P&L (%) 126.9561 251.9329 -124.9769 3056.8552 1469.5716 1587.2836
Avg Daily Profit (%) 0.1029 0.2041 -0.1013 0.2801 0.2233 0.2292
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -379065 -58006 -368013 -1940368 -1930940 -1952822
Profit Factor 1.1404 1.9682 0.806 1.4619 1.4828 1.4441
Total Trades 177 88 89 177 88 89
Winning Trades 129 61 68 125 61 64
Losing Trades 48 27 21 52 27 25
Profitability (%) 72.8814 69.3182 76.4045 70.6215 69.3182 71.9101
Ratio Avg Win / Avg Loss 0.4243 0.8712 0.2489 0.6081 0.6563 0.5641
Largest Winning Trade 30115 30115 21355 519912 367865 519912
Largest Losing Trade -288772 -37334 -288772 -1440245 -1411324 -1440245
Avg Bars in Trades 80 83 77 80 83 77
Avg Bars in Winners 48 44 51 57 58 57
Avg Bars in Losers 166 171 160 134 141 127
Bars Traded 14219 7359 6860 14219 7359 6860
Profit Streak 17.698 17.698 37.948 17.698 17.698 37.948
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -117972 437301 -575857 479073 406838 429239
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14811,
    "evaluation_days": 1234.25,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653811200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758926709629,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            126956.0801412,
            251932.9370462632,
            -124976.8569050633,
            3056855.219101911,
            1469571.60117887,
            1587283.6179230406
        ],
        [
            126.95608,
            251.932937,
            -124.976857,
            3056.855219,
            1469.571601,
            1587.283618
        ],
        [
            0.102861,
            0.204118,
            -0.101257,
            0.280089,
            0.223331,
            0.229203
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -379065,
            -58006,
            -368013,
            -1940368,
            -1930940,
            -1952822
        ],
        [
            1.140371,
            1.968231,
            0.806007,
            1.46189,
            1.482765,
            1.444111
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            129,
            61,
            68,
            125,
            61,
            64
        ],
        [
            48,
            27,
            21,
            52,
            27,
            25
        ],
        [
            72.881356,
            69.318182,
            76.404494,
            70.621469,
            69.318182,
            71.910112
        ],
        [
            0.424324,
            0.871184,
            0.248914,
            0.608146,
            0.656306,
            0.564106
        ],
        [
            30115,
            30115,
            21355,
            519912,
            367865,
            519912
        ],
        [
            -288772,
            -37334,
            -288772,
            -1440245,
            -1411324,
            -1440245
        ],
        [
            80,
            83,
            77,
            80,
            83,
            77
        ],
        [
            48,
            44,
            51,
            57,
            58,
            57
        ],
        [
            166,
            171,
            160,
            134,
            141,
            127
        ],
        [
            14219,
            7359,
            6860,
            14219,
            7359,
            6860
        ],
        [
            17.698028,
            17.698028,
            37.948028,
            17.698028,
            17.698028,
            37.948028
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117972,
            437301,
            -575857,
            479073,
            406838,
            429239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14811,
    "evaluation_days": 1234.25,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653811200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758926709629,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)